Browsing Titles index "Arbitrage-Based Pricing when Volatility is Stochastic"

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  • Arbitrage-Based Pricing when Volatility is Stochastic 

    Bossaerts, P.; Ghysels, Eric; Gourieroux, C. (Université de Montréal. Département de sciences économiques., 1996)
    The paper investigates the pricing of derivative securities with calendar-time maturities.